One of sleep's putative functions is mediation of adaptation to waking experiences. Chronic stress is a common waking experience, however, which specific aspect of sleep is most responsive, and how sleep changes relate to behavioral disturbances and molecular correlates remain unknown. We quantified sleep, physical, endocrine, and behavioral variables, as well as the brain and blood transcriptome in mice exposed to 9 weeks of unpredictable chronic mild stress (UCMS). Comparing 46 phenotypical variables revealed that rapid-eye-movement sleep (REMS), corticosterone regulation, and coat state were most responsive to UCMS. REMS theta oscillations were enhanced, whereas delta oscillations in non-REMS were unaffected. Transcripts affected by UCMS in the prefrontal cortex, hippocampus, hypothalamus, and blood were associated with inflammatory and immune responses. A machine-learning approach controlling for unspecific UCMS effects identified transcriptomic predictor sets for REMS parameters that were enriched in 193 pathways, including some involved in stem cells, immune response, apoptosis, and survival. Only three pathways were enriched in predictor sets for non-REMS. Transcriptomic predictor sets for variation in REMS continuity and theta activity shared many pathways with corticosterone regulation, in particular pathways implicated in apoptosis and survival, including mitochondrial apoptotic machinery. Predictor sets for REMS, and anhedonia shared pathways involved in oxidative stress, cell proliferation, and apoptosis. These data identify REMS as a core and early element of the response to chronic stress, and identify apoptosis and survival pathways as a putative mechanism by which REMS may mediate the response to stressful waking experiences. Overall design: Study of transcriptomic changes in three stress- and sleep-related brain regions (prefrontal cortex, hippocampus, hypothalamus) and blood following 9 weeks of Unpredictable Chronic Mild Stress (UCMS) in mice.